NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 128.43 137.32 8.89 6.9% 127.11
High 138.28 137.83 -0.45 -0.3% 138.28
Low 128.26 133.99 5.73 4.5% 122.40
Close 138.15 134.62 -3.53 -2.6% 138.15
Range 10.02 3.84 -6.18 -61.7% 15.88
ATR 3.90 3.91 0.02 0.5% 0.00
Volume 14,411 35,045 20,634 143.2% 56,302
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 147.00 144.65 136.73
R3 143.16 140.81 135.68
R2 139.32 139.32 135.32
R1 136.97 136.97 134.97 136.23
PP 135.48 135.48 135.48 135.11
S1 133.13 133.13 134.27 132.39
S2 131.64 131.64 133.92
S3 127.80 129.29 133.56
S4 123.96 125.45 132.51
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 180.58 175.25 146.88
R3 164.70 159.37 142.52
R2 148.82 148.82 141.06
R1 143.49 143.49 139.61 146.16
PP 132.94 132.94 132.94 134.28
S1 127.61 127.61 136.69 130.28
S2 117.06 117.06 135.24
S3 101.18 111.73 133.78
S4 85.30 95.85 129.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.28 122.40 15.88 11.8% 5.15 3.8% 77% False False 16,549
10 138.28 122.40 15.88 11.8% 4.67 3.5% 77% False False 14,288
20 138.28 121.15 17.13 12.7% 3.86 2.9% 79% False False 11,678
40 138.28 107.52 30.76 22.8% 2.88 2.1% 88% False False 7,349
60 138.28 96.27 42.01 31.2% 2.42 1.8% 91% False False 5,711
80 138.28 93.75 44.53 33.1% 2.10 1.6% 92% False False 4,652
100 138.28 85.48 52.80 39.2% 1.85 1.4% 93% False False 3,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154.15
2.618 147.88
1.618 144.04
1.000 141.67
0.618 140.20
HIGH 137.83
0.618 136.36
0.500 135.91
0.382 135.46
LOW 133.99
0.618 131.62
1.000 130.15
1.618 127.78
2.618 123.94
4.250 117.67
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 135.91 133.19
PP 135.48 131.77
S1 135.05 130.34

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These figures are updated between 7pm and 10pm EST after a trading day.

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